<form>
  Field 1:<br>
  <input type="text" name="Field1" onBlur="if(this.value==''){ alert('Enter a value!');this.focus()}">
  <p>
  Field 2:<br>
  <input type="text" name="Field2" onBlur="if(this.value==''){ alert('Enter a value!');this.focus()}">
</form>

<script>
  function blur_handler(text_field)
  {
    if(text_field.value=="")
    {
      alert("Please enter a value")
      text_field.focus()
    }
  }
</script>
